/Engine/Source/Developer/AssetTools/Public/IAssetTools.h
You can return null for a factory if you need to skip a given SourceObject.
void CreateAssetsFrom ( TConstArrayView< [UObject](API\Runtime\CoreUObject\UObject\UObject) * > SourceObjects, [UClass](API\Runtime\CoreUObject\UObject\UClass) * CreateAssetType, const [FString](API\Runtime\Core\Containers\FString) & DefaultSuffix, [TFunctionRef](API\Runtime\Core\GenericPlatform\TFunctionRef)< [UFactory](API\Editor\UnrealEd\Factories\UFactory) *([UObject](API\Runtime\CoreUObject\UObject\UObject) *)> FactoryConstructor, [FName](API\Runtime\Core\UObject\FName) CallingContext )